Over 2017 to 2025 (9 years of data), MAUSUSD has tended to move long between 10.07 and 07.08, closing higher in 100.0% of those years for an average +4.00% move and an annualized Sharpe of 3.61.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 07.08 | Long | 100.0% | +4.00% | 3.61 | 9 |
| 08.07 → 07.08 | Long | 100.0% | +3.75% | 3.93 | 9 |
| 07.07 → 07.08 | Long | 100.0% | +3.68% | 4.13 | 9 |
| 09.07 → 07.08 | Long | 100.0% | +3.54% | 3.57 | 9 |
| 07.07 → 09.08 | Long | 100.0% | +3.46% | 3.84 | 9 |
| 07.07 → 08.08 | Long | 100.0% | +3.45% | 4.27 | 9 |
| 11.07 → 23.07 | Long | 100.0% | +3.31% | 9.56 | 9 |
| 11.07 → 24.07 | Long | 100.0% | +3.27% | 7.80 | 9 |